Anatoly A. Zhigljavsky
Economics and Econometrics · 2001–2018
A researcher in the Science corpus: 11 papers; trusts 17 researchers and is trusted by 15 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 35 citations into it
- Management Science and Operations Research — 17 citations into it; #3,535 of 11,946 by trust here, #4,118 by citations
- Finance — 15 citations into it
- Statistics and Probability — 11 citations into it; #11,532 of 12,932 by trust here, #11,487 by citations
- Applied Mathematics — 9 citations into it; #1,933 of 7,620 by trust here, #1,574 by citations
- Signal Processing — 7 citations into it
- Analytical Chemistry — 5 citations into it; #591 of 1,254 by trust here, #922 by citations
Whom Anatoly A. Zhigljavsky trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Cees G. H. Diks
- Hossein Hassani
- Dariusz Ucinski
- Anthony B. Atkinson
- Nina Golyandina
- D. Croushore
- Jurgen A. Doornik
- Andrew L. Rukhin
- Werner G. Müller
- Valentyn Panchenko
Who trusts Anatoly A. Zhigljavsky overall
Papers from Anatoly A. Zhigljavsky's perspective
Ordered by how strongly the researchers Anatoly A. Zhigljavsky trusts endorse each paper. Same corpus, a different order for every researcher.
- A Note on the Hiemstra-Jones Test for Granger Non-causality
- A general nonparametric bootstrap test for Granger causality
- A new statistic and practical guidelines for nonparametric Granger causality testing
- Measures for designs in experiments with correlated errors
- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
- A Dependence Metric for Possibly Nonlinear Processes
- Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
- Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?
- Forecasting with Real-Time Macroeconomic Data
- The "Caterpillar"-SSA method for analysis of time series with missing values
Their papers
- Stochastic Global Optimization (2007) — 372 citations
- Forecasting European industrial production with singular spectrum analysis (2009) — 281 citations
- Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis (2013) — 118 citations
- Singular Spectrum Analysis with R (2018) — 139 citations
- Singular Spectrum Analysis for Time Series (2013) — 615 citations
- Predicting inflation dynamics with singular spectrum analysis (2013) — 78 citations
- Analysis of time series structure (2013) — 352 citations
- Multivariate singular spectrum analysis for forecasting revisions to real-time data (2011) — 70 citations
- A New Approach to Optimal Design for Linear Models With Correlated Observations (2010) — 54 citations
- Predicting daily exchange rate with singular spectrum analysis (2010) — 102 citations
- Analysis of Time Series Structure - SSA and Related Techniques (2001) — 336 citations